-85.4%
PSKY vs SFM
+200.7%
-286.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.5% |
| 7D | -24.6% | +0.1% | -24.7% | -24.6% |
| 30D | -36.1% | -13.2% | -23.0% | -34.9% |
| 3M | -36.0% | -20.1% | -15.9% | -34.2% |
| 6M | -40.5% | -10.9% | -29.6% | -39.8% |
| YTD | -47.7% | -18.2% | -29.5% | -46.6% |
| 1Y | -58.4% | -41.6% | -16.8% | -55.6% |
| 3Y | -40.7% | +55.2% | -95.9% | -47.1% |
| 5Y | -80.0% | +194.9% | -274.9% | -84.1% |
| All | -85.4% | +200.7% | -286.1% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling